PRINCETON, Ore. — The armed occupation of a wildlife refuge in eastern Oregon, which flashed into violent confrontation with law enforcement on Tuesday when eight members of the group were arrested and one was killed, appeared to be unraveling on Wednesday night when the jailed leader of the siege advised his followers to go home.

Several hours later, the police announced that they had arrested three more protesters. Over two days, 11 members of the group that has occupied the Malheur National Wildlife Refuge have been arrested.

For weeks, the occupation barely felt like a siege at all: The antigovernment militants came and went as they pleased, driving down snow-packed highways to attend community meetings and even going out for dinner. With little sign that law enforcement was about to move beyond surveillance, the occupation of the refuge became more theater than threat.

That changed Tuesday night when the ringleaders, the Bundy brothers, Ammon and Ryan, were among eight arrested, and a leading protester, LaVoy Finicum, 54, was shot dead by the authorities during a traffic stop on a rural road.

But late Wednesday, after an appearance in Federal District Court in Portland, Ammon Bundy issued a statement through his lawyer, Mike Arnold.

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Police officers blocked the main road leading to the Malheur National Wildlife Refuge on Wednesday, near Burns, Ore.CreditBeth Nakamura/The Oregonian, via Associated Press

“To those remaining at the refuge, I love you. Let us take this fight from here. Please stand down. Go home and hug your families. This fight is ours for now in the courts. Please go home,” Mr. Bundy said.

Speaking on the telephone from inside the refuge on Wednesday night, an occupier, David Fry, 27, said that seven people remained and that they had been drinking. “We’re camping out tonight here, by this campfire,” he said, adding that they would stay “until someone starts listening or until they slaughter us.”

Group members, passing around a phone, said that they believed Mr. Finicum was murdered and that holding Ammon Bundy in jail was an outrage to them.

Earlier Wednesday, the remaining occupiers took a vote and decided to dig in and stay; on a streaming video from inside the refuge, a handful of men could be seen carrying long guns, operating a backhoe belonging to the federal government and speaking darkly of a blood bath.

In a telephone interview from the road outside the refuge, the occupier Jason Patrick said Wednesday evening that he had just learned of Mr. Bundy’s request. He would not say whether he would leave for good.

“I’m on the road, so I’m not on the refuge. They asked me to be on the refuge,” Mr. Patrick said. “I’m standing on the road.”

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In a statement read by his lawyer, Ammon Bundy, the leader of the armed occupation of a wildlife refuge in Oregon, urged the remaining protesters to stand down.Published OnJan. 28, 2016CreditCreditThomas Patterson for The New York Times

Was he considering leaving? “I think about it every day.”

Also on Wednesday, law enforcement officials — for the first time since the occupation started Jan. 2 — set up barricades and checkpoints on a two-lane road into the refuge where a few weeks ago, there were barely any vehicles. They vowed to stop and interrogate anyone who tried to enter or leave the Malheur, as most people here call it, saying that protesters who wanted to leave peacefully would be allowed to do so. They made it clear that the days when journalists could mingle freely with the protesters, and local ranch families could drop by with a batch of soup or just to chat, were over.

Around 10 p.m. Wednesday, the F.B.I. said that it had arrested three of the protesters at the checkpoints — Mr. Patrick, 43, of Bonaire, Ga.; Duane Leo Ehmer, 45, of Irrigon, Ore.; and Dylan Wade Anderson, 34, of Provo, Utah.

All had turned themselves in, officials said. They, along with the eight protesters arrested earlier, will face a federal felony count of conspiracy to impede officers of the United States from discharging their official duties through the use of force, intimidation or threats.

Dave Ward, the sheriff of Harney County, where the vast refuge covers almost 300 square miles of high desert sage, choked up with emotion Wednesday as he discussed the previous night’s bloodshed at a news conference. “It didn’t have to happen,” he said. “We all make choices in life, sometimes those choices go badly.” He and other officials said the group, led by the Bundy brothers, had only themselves to blame for what had happened.

But what could come next is a different question, and Harney County is holding its breath.

“It’s still not over,” said Oregon’s governor, Kate Brown, in a telephone interview Wednesday. “My top priority is to ensure the safety and security of the residents of Harney County, and obviously everybody is on pins and needles.”

News media crews at the refuge headquarters — more or less camped out there since the occupation began — drove away, out of concern for their own safety. Mr. Finicum, an Arizona rancher who had been a familiar face to reporters and others after the protest, was killed when law enforcement agents stopped a vehicle carrying Mr. Bundy and other leaders on their way to a community meeting about 100 miles north of Malheur in the town of John Day.

Sheriff Ward revealed that some of the protesters had come to him as early as Nov. 5 to make their demands, putting them on the radar screen of local law enforcement months before the public knew about them.

“This has been tearing our community apart,” Sheriff Ward said.

Steven E. Grasty, the elected judge of Harney County and chairman of the board of county commissioners, said it was too soon to predict how things might play out. “There’s no reaction that’s visible yet,” he said by telephone Wednesday, adding, “I’m a little bit concerned about it.” It’s time for the economically struggling rural county, he said, “to figure out what we do next.”

Accounts of what happened on Highway 395, about 20 miles from the refuge, offered on social media and elsewhere, varied widely on the death of Mr. Finicum, who had said that he considered death preferable to prison. Some said he was shot while charging officers, others that he was killed while surrendering. Five people were arrested in the highway stop, two others in Burns and one in Arizona.

At least one person claiming to have witnessed what happened said that the occupants of the vehicle carrying Ammon Bundy were arrested without incident but that Mr. Finicum, driving a pickup truck, sped off, stopping only when he reached a law enforcement roadblock. Federal and local officials who spoke here at a news conference declined to clarify what had happened because the encounter was still under investigation.

“Please keep praying and keep using your voice to get the truth out,” Mr. Finicum’s family said in a brief statement. “This fight against tyranny is not over.”

The seven people arrested in Oregon on Tuesday — at the traffic stop and separately in the county — had their first court appearance on Wednesday in federal court in Portland, Ore., where Magistrate Judge Stacie F. Beckerman ordered them held as a risk of flight and a risk to the safety of the community.

An eighth person, who turned himself in to the police in Arizona on Tuesday, will be brought to Oregon for prosecution, law enforcement officials said.

That person, Jon Ritzheimer, is accused in court documents of having threatened a woman in the Safeway supermarket in Burns who was wearing a shirt with a Bureau of Land Management emblem on it, threatening to follow her home in her car and burn down her house.

The implications of a group now suddenly without its leaders — many of whom, including Mr. Bundy, had said over and over that he hoped for peaceful resolution — has created an unsettled feeling that it could all get worse.

“You have a snake out there with its head cut off, and you don’t know what it’s doing, and it’s still wriggling and unpredictable — they have no leadership to caution them,” said Charlotte Rodrique, the chairwoman of the Burns Paiute Indian tribe, which has expressed deep concerns to the federal and state authorities that sacred artifacts could be disturbed or destroyed by occupiers digging in.

The tribe lived for thousands of years on what is now refuge land, which Ms. Rodrique said was sacred in ways that most non-Indians cannot understand. About 20 years ago, she said, ancient remains that were turned up by a flood were reinterred on the refuge at a secret, unmarked site that she now fears could be torn up.

“There are roads and fortifications being built right now, and it’s totally a visible violation of federal and state laws protecting our cultural resources,” she said.

“We don’t know what it could lead to,” she added. “They look like they’re digging in.”

A version of this article appears in print on , on Page A1 of the New York edition with the headline: Jailed Oregon Protest Leader Urges Followers: ‘Please Go Home’. Order Reprints | Today’s Paper | Subscribe